The large shares of wind power generation in electricity markets motivate higher levels of operating reserves. However, current reserve sizing practices fail to account for important topological aspects that might hinder their deployment, thus resulting in high operating costs. Zonal reserve procurement mitigates such inefficiencies, however, the way the zones are defined is still open to interpretation. This paper challenges the efficiency of predetermined zonal setups that neglect the location of stochastic power production in the system, as well as the availability, cost and accessibility of flexible generating units. To this end, we propose a novel reserve procurement approach, formulated as a two-stage stochastic bilevel model, in which the upper level identifies a number of contiguous reserve zones using dynamic grid partitioning and sets zonal requirements based on the total expected operating costs. Using two standard IEEE reliability test cases, we show how the efficient partitioning of reserve zones can reduce expected system cost and promote the integration of stochastic renewables.
In this paper, we suggest that reserves must be computed dynamically to account for wind power volatility. We formalize the notion of dynamic reserves in support of sequential Day-Ahead-Market (DAM) and Real-Time-Market (RTM) clearing and discuss several ways of accounting for wind power uncertainties. Three different wind integration protocols are considered and their impact on stakeholders, and, notably, on the need for dynamic reserves is analyzed. An optimal strategy is proposed which requires the least reserve as long as the bids are truthful and implementable with high confidence. This c…
This case study presents an analysis and quantification of the impact of the lack of co-optimization of energy and reserve in the presence of high penetration of wind energy. The methodology is developed in a companion paper, Part I. Two models, with and without co-optimization are confronted. The modeling of reserve and the incentive to renewable as well as the calibration of the model are inspired by the Spanish market. A sensitivity analysis is performed on configurations that differ by generation capacity, ramping capability, and market parameters (available wind, Feed in Premium to wind, …
The growing penetration of variable renewable energy sources (VRES) requires additional flexibility reserve to ensure reliable power system operations. Current industry practice typically assumes a certain fraction of the VRES power production forecast as flexibility reserve, thus ignoring other relevant information, such as weather conditions. To address this, probability- and risk-based reserve sizing models have been proposed, which use probabilistic VRES power forecasts that mostly rely on historical forecast and actual VRES power data for model training. Hence, these approaches are not su…
The issues of uncertainty and frequency security could become significantly serious in power systems with the high penetration of volatile inverter-based renewables (IBRs). These issues make it necessary to consider the uncertainty and frequency-related constraints in the economic dispatch (ED) programs. However, existing ED studies rarely proactively optimize the control parameters of inverter-based resources related to fast regulation (e.g., virtual inertia and droop coefficients) in cooperation with other dispatchable resources to improve the system frequency security and dispatch reliabili…
To ensure frequency stability in future low-inertia power grids, fast ancillary services such as fast frequency reserves (FFR) have been proposed. In this work, the coordination of conventional (slow) frequency containment reserves (FCR) with FFR is treated as a decentralized model matching problem. The design results in a dynamic virtual power plant (DVPP) whose aggregated output fulfills the system operator (SO) requirements in all time scales, while accounting for the capacity and bandwidth limitation of participating devices. This is illustrated in a 5-machine representation of the Nordic …
Low-inertia, isolated power systems face the problem of resiliency to power variations. The integration of renewable energy sources, such as wind and solar photovoltaic, pushes the boundaries of this issue further. Higher shares of renewables requires better evaluations of electrical system stability, to avoid severe safety and economic consequences. Accounting for frequency stability requirements and allocating proper spinning reserves, therefore becomes a topic of pivotal importance in the long-term planning and operational management of power systems. In this paper, dynamic frequency constr…
This work presents a suite of two optimisation models for the short-term scheduling and redispatch of a virtual power plant (VPP) composed of a wind farm and a Li-ion battery, that participates in the day-ahead energy and secondary regulation reserve markets of the Iberian electricity market. First, a two-stage stochastic mixed-integer linear programming model is used to obtain the VPP's generation and reserve schedule and the opportunity cost of the energy stored in the battery. The model has an hourly resolution and a look-ahead period beyond the markets' scheduling horizon and considers the…
Modern power systems present low levels of inertia due to the growing shares of converter-interfaced generation. Consequently, renewable energy sources are increasingly requested to provide frequency support. In addition, due to the inertia loss, the requirements regarding frequency containment reserves (FCR) are becoming tough to meet with traditional units such as hydro, whose non-minimum phase (NMP) characteristic reduces the closed-loop stability margins. The shortcomings of traditional synchronous generation motivates new protocols for fast frequency reserves (FFR). In this work, we desig…
In this paper, a two-stage stochastic day-ahead (DA) scheduling model is proposed incorporating wind power units and compressed air energy storage (CAES) to clear a co-optimized energy and reserve market. The two-stage stochastic programming method is employed to deal with the wind power generation uncertain nature. A linearized AC optimal power flow (LAC-OPF) approach with consideration of network losses, reactive power, and voltage magnitude constraints is utilized in the proposed two-stage stochastic DA scheduling model. Using an engineering insight, a two-level LAC-OPF (TL-LAC-OPF) approac…
To stabilize the frequency of the renewable energy sources (RESs) dominated power system, frequency supports are required by RESs through virtual inertia emulation or droop control in the newly published grid codes. Since the long-term RES prediction involves significant errors, we need online configure the frequency control parameters of RESs in a rolling manner to improve the operation economics under the premise of stabilizing system frequency. To address this concern, this paper proposes a frequency constrained stochastic look-ahead power dispatch (FCS-LAPD) model to formulate the frequenc…
In the Nordic region, many interconnectors are formed by HVDC links, as Scandinavia, Continental Europe and the Baltic region are non-synchronous AC systems. This paper presents two cost benefit analyses on the utilization of HVDC interconnectors in the Nordic countries: in the first we investigate the utilization of HVDC interconnectors for reserve procurement and, in the second, we assess the implementation of implicit grid losses on HVDC interconnectors in the day-ahead market. The first analysis is motivated by real events in 2018 where the inertia of the Nordic system dropped below a crit…
Fast Frequency Services from HVDC-Connected Offshore Wind Power Plants: A Review in the European Context
Vattenfall Vindkraft A/S（Vattenfall Vindkraft 股份公司）；Vattenfall Winkraft Europe GmbH（Vattenfall Winkraft 欧洲有限公司）；Department of Wind and Energy Systems, Technical University of Denmark（丹麦技术大学风能系统系）
Examples of the different events affecting wind power fluctuations are shown.The behaviors and the responses of the Spanish power system and wind power plants experiencing such events were analyzed. Examples presented in this chapter show that some of the wind power integration issues are related to low-voltage ride-through. They are solved through strict grid code enforcement. Other solutions to manage the reserve power generation and the wind power fluctuations are also very important in order to achieve high levels of wind power penetration. In the Spanish case, this could require increasin…
Large-scale integration of renewable energy sources (RES) brings huge challenges to the power system. A cost-effective reserve deployment and uncertainty pricing mechanism are critical to deal with the uncertainty and variability of RES. To this end, this paper proposes a novel locational marginal pricing mechanism in day-ahead market for managing uncertainties from RES. Firstly, an improved multi-ellipsoidal uncertainty set (IMEUS) considering the temporal correlation and conditional correlation of wind power forecast is formulated to better capture the uncertainty of wind power. The dimensio…
Virtual power plant (VPP) provides a flexible solution to distributed energy resources integration by aggregating renewable generation units, conventional power plants, energy storages, and flexible demands. This paper proposes a novel model for determining the optimal offering strategy in the day-ahead energy-reserve market and the optimal self-scheduling plan. It considers exogenous uncertainties (or called decision-independent uncertainties, DIUs) associated with market clearing prices and available wind power generation, as well as the endogenous uncertainties (or called decision-dependent…
The relevant integration of wind power into the grid has involved a remarkable impact on power system operation, mainly in terms of security and reliability due to the inherent loss of the rotational inertia as a consequence of such new generation units decoupled from the grid. In these weak scenarios, the contribution of wind turbines to frequency control is considered as a suitable solution to improve system stability. With regard to frequency response analysis and grid stability, most contributions introduce wind control discuss generation tripping for isolated power systems under arbitrary…
Smart grid as the cleaner alternative to the legacy power system can improve technical, economical, and environmental aspects of the system up to a considerable degree. In smart grids, Distributed Generation (DG) units; which play an important role, should be optimally allocated. In this paper, DG placement is conducted with the goal of loss minimization of the grid considering the technical limitations associated with the voltage profile of the buses as well as the stochastic nature of the DGs. In this paper, three different kinds of DGs are included which are wind turbines, solar panels, and…
